Summary
CGGE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 22.27% Volatility 17.04% Sharpe 0.86
Official loaded data — not a live quote.

CAPITAL GROUP GLOBAL EQUITY ETF SHARE CLASS

Symbol: CGGE

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 25/06/2024

Latest date: 03/06/2026

Current price: $34.50

Expense ratio: 0.47%

Assets under management
$2.5B
-0.69% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

4.96%

Ann. -47.83% (Sharpe / Sortino numerator)

Volatility

23.16%

Sharpe ratio

-2.222

VaR 95%

-2.26%

CVaR 95%: -2.30%
Max drawdown: -8.47%
Sortino ratio: -4.136
Calmar ratio: -5.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.08%

Ann. -14.85% (Sharpe / Sortino numerator)

Volatility

17.89%

Sharpe ratio

-1.033

VaR 95%

-2.13%

CVaR 95%: -2.22%
Max drawdown: -10.93%
Sortino ratio: -1.749
Calmar ratio: -1.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.03%

Ann. -1.46% (Sharpe / Sortino numerator)

Volatility

15.17%

Sharpe ratio

-0.336

VaR 95%

-1.49%

CVaR 95%: -2.09%
Max drawdown: -10.93%
Sortino ratio: -0.520
Calmar ratio: -0.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.27%

Ann. 18.29% (Sharpe / Sortino numerator)

Volatility

17.04%

Sharpe ratio

0.860

VaR 95%

-1.43%

CVaR 95%: -2.40%
Max drawdown: -10.93%
Sortino ratio: 1.137
Calmar ratio: 1.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.92%

Ann. 18.56% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

0.944

VaR 95%

-1.44%

CVaR 95%: -2.16%
Max drawdown: -14.44%
Sortino ratio: 1.327
Calmar ratio: 1.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

3.782%

08/04/2026
Worst day

-2.348%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $34.74 $34.75 $34.50 $34.50 593,700
02/06/2026 $34.68 $34.77 $34.58 $34.73 438,700
01/06/2026 $34.45 $34.75 $34.40 $34.61 463,100
29/05/2026 $34.60 $34.68 $34.47 $34.55 466,700
28/05/2026 $34.33 $34.58 $34.23 $34.50 3,269,400
27/05/2026 $34.45 $34.46 $34.16 $34.32 466,400
26/05/2026 $34.22 $34.43 $34.22 $34.36 491,700
22/05/2026 $34.00 $34.02 $33.85 $33.89 361,700
21/05/2026 $33.59 $34.01 $33.56 $33.89 574,100
20/05/2026 $33.34 $33.77 $33.24 $33.74 433,800